Trading Metrics calculated at close of trading on 24-Mar-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2003 |
24-Mar-2003 |
Change |
Change % |
Previous Week |
Open |
8,290.38 |
8,514.82 |
224.44 |
2.7% |
7,857.96 |
High |
8,522.18 |
8,514.82 |
-7.36 |
-0.1% |
8,522.18 |
Low |
8,290.38 |
8,185.20 |
-105.18 |
-1.3% |
7,779.73 |
Close |
8,521.97 |
8,214.68 |
-307.29 |
-3.6% |
8,521.97 |
Range |
231.80 |
329.62 |
97.82 |
42.2% |
742.45 |
ATR |
170.77 |
182.63 |
11.86 |
6.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,293.76 |
9,083.84 |
8,395.97 |
|
R3 |
8,964.14 |
8,754.22 |
8,305.33 |
|
R2 |
8,634.52 |
8,634.52 |
8,275.11 |
|
R1 |
8,424.60 |
8,424.60 |
8,244.90 |
8,364.75 |
PP |
8,304.90 |
8,304.90 |
8,304.90 |
8,274.98 |
S1 |
8,094.98 |
8,094.98 |
8,184.46 |
8,035.13 |
S2 |
7,975.28 |
7,975.28 |
8,154.25 |
|
S3 |
7,645.66 |
7,765.36 |
8,124.03 |
|
S4 |
7,316.04 |
7,435.74 |
8,033.39 |
|
|
Weekly Pivots for week ending 21-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,501.98 |
10,254.42 |
8,930.32 |
|
R3 |
9,759.53 |
9,511.97 |
8,726.14 |
|
R2 |
9,017.08 |
9,017.08 |
8,658.09 |
|
R1 |
8,769.52 |
8,769.52 |
8,590.03 |
8,893.30 |
PP |
8,274.63 |
8,274.63 |
8,274.63 |
8,336.52 |
S1 |
8,027.07 |
8,027.07 |
8,453.91 |
8,150.85 |
S2 |
7,532.18 |
7,532.18 |
8,385.85 |
|
S3 |
6,789.73 |
7,284.62 |
8,317.80 |
|
S4 |
6,047.28 |
6,542.17 |
8,113.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,522.18 |
8,096.12 |
426.06 |
5.2% |
199.75 |
2.4% |
28% |
False |
False |
|
10 |
8,522.18 |
7,416.64 |
1,105.54 |
13.5% |
202.33 |
2.5% |
72% |
False |
False |
|
20 |
8,522.18 |
7,416.64 |
1,105.54 |
13.5% |
174.74 |
2.1% |
72% |
False |
False |
|
40 |
8,522.18 |
7,416.64 |
1,105.54 |
13.5% |
166.02 |
2.0% |
72% |
False |
False |
|
60 |
8,869.29 |
7,416.64 |
1,452.65 |
17.7% |
160.92 |
2.0% |
55% |
False |
False |
|
80 |
9,043.37 |
7,416.64 |
1,626.73 |
19.8% |
157.14 |
1.9% |
49% |
False |
False |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
19.8% |
159.85 |
1.9% |
49% |
False |
False |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
22.5% |
176.11 |
2.1% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,915.71 |
2.618 |
9,377.77 |
1.618 |
9,048.15 |
1.000 |
8,844.44 |
0.618 |
8,718.53 |
HIGH |
8,514.82 |
0.618 |
8,388.91 |
0.500 |
8,350.01 |
0.382 |
8,311.11 |
LOW |
8,185.20 |
0.618 |
7,981.49 |
1.000 |
7,855.58 |
1.618 |
7,651.87 |
2.618 |
7,322.25 |
4.250 |
6,784.32 |
|
|
Fisher Pivots for day following 24-Mar-2003 |
Pivot |
1 day |
3 day |
R1 |
8,350.01 |
8,326.52 |
PP |
8,304.90 |
8,289.24 |
S1 |
8,259.79 |
8,251.96 |
|